Module evaluation 

Evaluation records and aggregate trade statistics.

Re-exports

pub use calibration::cohort_aggregate;

pub use calibration::compute_calibration;

pub use calibration::CalibrationBucket;

pub use calibration::CalibrationReport;

pub use calibration::Cohort;

pub use exporter::FeatureExporter;

pub use exporter::FeatureRecord;

pub use recorder::ActiveSetup;

pub use recorder::IntrabarFillPolicy;

pub use recorder::OutcomeExcursion;

pub use recorder::OutcomeRecorder;

pub use recorder::RecordSetupError;

pub use probability::block_bootstrap_brier;

pub use probability::compute_calibration_metrics;

pub use probability::CalibratedProbability;

pub use probability::CalibrationMetrics;

pub use probability::IsotonicCalibrator;

pub use probability::ValidationExperimentManifest;

pub use split::split_trades_purged;

pub use split::PurgedSplitConfig;

pub use split::PurgedTrainTestSplit;

pub use split::SplitError;

pub use split::TradeSpan;

Modules

calibration

Outcome calibration: Brier score, hit-time statistics, agreement-bucketed reliability, and cohort aggregation over super::SignalEvaluationRecords — layered on top of the existing bar-wise super::OutcomeRecorder/super::TradeStats, which track realized R-multiples but not how well a signal’s agreement predicted its outcome.

excursion

Forward excursion summaries and an explicitly uncalibrated MFE >= MAE proxy. Input timestamps are epoch milliseconds, preserving subsecond alignment.

exporter

price

Price-unit paper accounting. No contract multiplier, FX, or intrabar fill assumptions.

probability

Empirical and isotonic probability calibration, out-of-sample metrics, and validation manifests.

recorder

split

Out-of-sample data splits with purging and embargo to eliminate lookahead bias and label overlap.

Structs

ParameterOptimizationHook

Parameter optimization feedback hook for adjusting strategy parameters based on performance.

SignalEvaluationRecord

Recorded evaluation entry of a signal execution.

TradeStats

Aggregated statistical metrics over a series of evaluations.

Enums

TradeOutcome

Historic execution result of a triggered setup.